| Trading Metrics calculated at close of trading on 19-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2007 |
19-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
2,056.50 |
2,059.50 |
3.00 |
0.1% |
2,008.00 |
| High |
2,060.50 |
2,077.75 |
17.25 |
0.8% |
2,051.25 |
| Low |
2,036.00 |
2,054.25 |
18.25 |
0.9% |
1,983.00 |
| Close |
2,059.75 |
2,065.50 |
5.75 |
0.3% |
2,046.75 |
| Range |
24.50 |
23.50 |
-1.00 |
-4.1% |
68.25 |
| ATR |
22.64 |
22.70 |
0.06 |
0.3% |
0.00 |
| Volume |
321,040 |
473,502 |
152,462 |
47.5% |
1,558,069 |
|
| Daily Pivots for day following 19-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,136.25 |
2,124.50 |
2,078.50 |
|
| R3 |
2,112.75 |
2,101.00 |
2,072.00 |
|
| R2 |
2,089.25 |
2,089.25 |
2,069.75 |
|
| R1 |
2,077.50 |
2,077.50 |
2,067.75 |
2,083.50 |
| PP |
2,065.75 |
2,065.75 |
2,065.75 |
2,068.75 |
| S1 |
2,054.00 |
2,054.00 |
2,063.25 |
2,060.00 |
| S2 |
2,042.25 |
2,042.25 |
2,061.25 |
|
| S3 |
2,018.75 |
2,030.50 |
2,059.00 |
|
| S4 |
1,995.25 |
2,007.00 |
2,052.50 |
|
|
| Weekly Pivots for week ending 13-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,231.75 |
2,207.50 |
2,084.25 |
|
| R3 |
2,163.50 |
2,139.25 |
2,065.50 |
|
| R2 |
2,095.25 |
2,095.25 |
2,059.25 |
|
| R1 |
2,071.00 |
2,071.00 |
2,053.00 |
2,083.00 |
| PP |
2,027.00 |
2,027.00 |
2,027.00 |
2,033.00 |
| S1 |
2,002.75 |
2,002.75 |
2,040.50 |
2,015.00 |
| S2 |
1,958.75 |
1,958.75 |
2,034.25 |
|
| S3 |
1,890.50 |
1,934.50 |
2,028.00 |
|
| S4 |
1,822.25 |
1,866.25 |
2,009.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,077.75 |
2,033.50 |
44.25 |
2.1% |
20.50 |
1.0% |
72% |
True |
False |
344,665 |
| 10 |
2,077.75 |
1,983.00 |
94.75 |
4.6% |
21.50 |
1.0% |
87% |
True |
False |
316,124 |
| 20 |
2,077.75 |
1,918.00 |
159.75 |
7.7% |
23.50 |
1.1% |
92% |
True |
False |
324,887 |
| 40 |
2,077.75 |
1,898.00 |
179.75 |
8.7% |
23.50 |
1.1% |
93% |
True |
False |
247,402 |
| 60 |
2,077.75 |
1,892.75 |
185.00 |
9.0% |
23.00 |
1.1% |
93% |
True |
False |
164,965 |
| 80 |
2,077.75 |
1,794.00 |
283.75 |
13.7% |
21.50 |
1.0% |
96% |
True |
False |
123,734 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,177.50 |
|
2.618 |
2,139.25 |
|
1.618 |
2,115.75 |
|
1.000 |
2,101.25 |
|
0.618 |
2,092.25 |
|
HIGH |
2,077.75 |
|
0.618 |
2,068.75 |
|
0.500 |
2,066.00 |
|
0.382 |
2,063.25 |
|
LOW |
2,054.25 |
|
0.618 |
2,039.75 |
|
1.000 |
2,030.75 |
|
1.618 |
2,016.25 |
|
2.618 |
1,992.75 |
|
4.250 |
1,954.50 |
|
|
| Fisher Pivots for day following 19-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2,066.00 |
2,062.50 |
| PP |
2,065.75 |
2,059.75 |
| S1 |
2,065.75 |
2,057.00 |
|